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ffyring
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Joined: July 14th, 2002, 3:00 am

Quant Dream Hardware

January 8th, 2004, 2:48 pm

QuoteOriginally posted by: exotiqQuoteOriginally posted by: ffyringFor most quants I guess that dual processor computers cost more than it tastes. The software used seldom uses both processors. Fast disks and lots of RAM is better spent money./FredrikI don't know what you mean by "most", but the whole configuration is a balance. The quants that are the most hardcore of programmers know how to thread their code and optimize total hardware use, and the rest of us have the choice of software packages, several of which definitely benefit from multiple CPUs like DCFC pointed out.The other buzzword worth mentioning again is "Grid", and as quants may use it, both Apple's XGrid and Wolfram's GridMathematica make me drool when I think of some of my bigger calculations.Once I wrote a Least-Squares Monte Carlo program for which I allowed parameters that would use the maximum of both CPUs and the memory. Even on an old Dual G4, this thing flew like the wind, and left almost no idle processes on the machine.Agreed. What I meant is that it is not easy to directly benefit from a dual processor setup. It can be cumbersome to write good multithreaded code, and the most commonly used software like Matlab and Excel only uses one processor at a time, so it's often better to upgrade to a faster processor than adding one more.But Grid Computing sounds perfect for e.g. large Monte Carlo simulations. Also, I agree with DCFC that if you have a lot of I/O or real-time input you might benefit from a dual processor setup.